主题：[交易系统]Dual Thrust

input:k(0.7,0.1,1,0.1);

dist1:=barslast(day>ref(day,1))+1;
dist2:=ref(dist1,dist1);

predayhigh:=ref(hhv(high,dist2),dist1);
predaylow:=ref(llv(low,dist2),dist1);
predayclose:=ref(close,dist1);
predayrange:=max(predayhigh-predayclose,predayclose-predaylow);

dayopen:=ref(open,dist1-1);

upperband:=dayopen+k*predayrange;
lowerband:=dayopen-k*predayrange;

if holding=0 then begin
 if high>=upperband then
  buy(1,volunit,limitr,max(open,upperband));
end

if holding=0 then begin
 if low<=lowerband then
  buyshort(1,volunit,limitr,min(open,lowerband));
end

if holding>0 then begin
 if low<=lowerband then begin
  sell(1,holding,limitr,min(open,lowerband));
  buyshort(1,volunit,limitr,min(open,lowerband));
 end
 
 if time>=closetime(0) then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
 if high>=upperband then begin
  sellshort(1,holding,limitr,max(open,upperband));
  buy(1,volunit,limitr,max(open,upperband));
 end
 
 if time>=closetime(0) then
  sellshort(1,holding,limitr,close);
end

资产:asset,noaxis,colorred,linethick2;